+9.3%
PCAR vs GSK
+13.5%
-4.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.5% | 0.0% |
| 7D | +3.5% | +5.2% | -1.7% | +2.0% |
| 30D | -2.3% | +10.2% | -12.5% | -4.9% |
| 3M | -19.3% | -0.9% | -18.5% | -19.3% |
| 6M | -7.1% | +3.5% | -10.6% | -8.6% |
| YTD | -2.8% | +7.2% | -10.0% | -7.1% |
| 1Y | +9.3% | +12.0% | -2.7% | +1.2% |
| All | +9.3% | +13.5% | -4.2% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling